Open AccessLU-Cholesky QR algorithms for thin QR decomposition in an oblique inner product
Author(s) -
Takeshi Terao,
Katsuhisa Ozaki,
Takeshi Ogita
Publication year - 2020
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1490/1/012067
Subject(s) - cholesky decomposition , qr decomposition , minimum degree algorithm , algorithm , decomposition , mathematics , computer science , incomplete cholesky factorization , chemistry , physics , eigenvalues and eigenvectors , organic chemistry , quantum mechanics
This paper concerns thin QR decomposition in an oblique inner product. Cholesky QR is known as a fast algorithm for thin QR decomposition. On the other hand, this algorithm is not applicable for ill-conditioned matrices. The preconditioned Cholesky QR algorithms named LU-Cholesky QR for thin QR decomposition are recently proposed. We apply these preconditioning techniques to thin QR decomposition in an oblique inner product.